ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 164-04 164-26 0-22 0.4% 164-04
High 165-00 166-14 1-14 0.9% 165-12
Low 164-03 164-14 0-11 0.2% 163-23
Close 164-23 166-00 1-09 0.8% 164-23
Range 0-29 2-00 1-03 120.7% 1-21
ATR 1-14 1-15 0-01 2.9% 0-00
Volume 405,203 339,811 -65,392 -16.1% 1,601,076
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 171-20 170-26 167-03
R3 169-20 168-26 166-18
R2 167-20 167-20 166-12
R1 166-26 166-26 166-06 167-07
PP 165-20 165-20 165-20 165-26
S1 164-26 164-26 165-26 165-07
S2 163-20 163-20 165-20
S3 161-20 162-26 165-14
S4 159-20 160-26 164-29
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 169-18 168-26 165-20
R3 167-29 167-05 165-06
R2 166-08 166-08 165-01
R1 165-16 165-16 164-28 165-28
PP 164-19 164-19 164-19 164-26
S1 163-27 163-27 164-18 164-07
S2 162-30 162-30 164-13
S3 161-09 162-06 164-08
S4 159-20 160-17 163-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-14 163-24 2-22 1.6% 1-09 0.8% 84% True False 338,787
10 167-04 163-09 3-27 2.3% 1-16 0.9% 71% False False 344,245
20 167-04 160-19 6-17 3.9% 1-17 0.9% 83% False False 357,463
40 167-04 156-31 10-05 6.1% 1-14 0.9% 89% False False 356,250
60 167-04 153-28 13-08 8.0% 1-10 0.8% 92% False False 309,385
80 167-04 153-28 13-08 8.0% 1-08 0.8% 92% False False 232,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 174-30
2.618 171-22
1.618 169-22
1.000 168-14
0.618 167-22
HIGH 166-14
0.618 165-22
0.500 165-14
0.382 165-06
LOW 164-14
0.618 163-06
1.000 162-14
1.618 161-06
2.618 159-06
4.250 155-30
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 165-26 165-23
PP 165-20 165-14
S1 165-14 165-05

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols